+7.4%
DASH vs KMB
-8.4%
+15.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.6% | -3.0% | -4.4% |
| 7D | -10.6% | -3.0% | -7.5% | -10.2% |
| 30D | +2.2% | -5.5% | +7.6% | +2.8% |
| 3M | +32.3% | +14.0% | +18.3% | +31.0% |
| 6M | +19.1% | +4.1% | +15.0% | +18.8% |
| YTD | -6.5% | +8.0% | -14.6% | -7.2% |
| 1Y | -14.9% | -13.7% | -1.2% | -13.6% |
| 3Y | +151.9% | -5.9% | +157.9% | +146.1% |
| All | +7.4% | -8.4% | +15.8% | -2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KMB.
Daily Out/Under-Performance
Portfolio return minus KMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded KMB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling